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Journal Articles International Review of Economics and Finance Year : 2016

Continuous wavelet transform and rolling correlation of European stock markets

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Claudiu Tiberiu Albulescu
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hal-03528475 , version 1 (17-01-2022)

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Aviral Kumar Tiwari, Mihai Ioan Mutascu, Claudiu Tiberiu Albulescu. Continuous wavelet transform and rolling correlation of European stock markets. International Review of Economics and Finance, 2016, 42, pp.237-256. ⟨10.1016/j.iref.2015.12.002⟩. ⟨hal-03528475⟩
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